The Chilean's future at Arsenal has been the source of much debate this season and with the Gunners now seemingly out of the Premier League title race, as well as the Champions League, it remains to be seen if the club will be able to hold onto their star striker.
While Sanchez has found himself on the bench at times this season, the club's top scorer in 2016/17 remains as important as ever for Arsenal and manager Arsene Wenger, whose future is also very much in question.
While on international duty with Chile, Sanchez told the Publimetro: "I am happy in London and hope to finish my contract there.
"I'd like to stay in the city but with a team that is winning things, that has a winning mentality."
He added: "I'm 28 years old, I still have a lot of years ahead of me. I am a player who looks after himself."
Sanchez, who has another 15 months to run on his current Arsenal contract, is also a reported target for Juventus, Paris Saint-Germain, Atletico Madrid and Bayern Munich.
Next up for the Gunners is a home tie with Manchester City on Sunday.